IDEAS home Printed from https://ideas.repec.org/p/wyi/wpaper/002247.html
   My bibliography  Save this paper

具有截面相关的变系数异质面板数据模型的估计

Author

Listed:
  • Ying Fang
  • Qiuhua Xu

Abstract

本文建立了一类变系数异质面板数据模型。此模型假设自变量的系数是某一平滑变量的未知函数；允许自变量、平滑变量和误差项存在通过共同因子结构引入的截面相关。由于一些共同因子的不可观测性，本文采用局部线性共同相关效应估计方法对未知的函数进行估计并证明了估计量的渐近正态性质。蒙特卡洛模拟结果表明该估计方法具有良好的小样本性质。

Suggested Citation

  • Ying Fang & Qiuhua Xu, 2014. "具有截面相关的变系数异质面板数据模型的估计," Working Papers 2014-07-31, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
    • Handle: RePEc:wyi:wpaper:002247
    as

    Download full text from publisher

    File URL: http://research.soe.xmu.edu.cn/repec/upload/201407311313392342.pdf
    Download Restriction: no
    ---><---

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wyi:wpaper:002247. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: WISE Technical Team (email available below). General contact details of provider: http://www.wise.xmu.edu.cn/english/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.